xyz:PLTRequity & other · growth mode on · 10× max
Over 106 days of 20-level order-book snapshots, xyz:PLTR quoted a median spread of 2.25 bps in US regular hours with $689k resting within 25 bps of mid. A $25k market order paid about 2.52 bps in regular hours and 3.70 bps on weekends, when depth within 25 bps fell to $164k. Taker fee is 0.90 bps with growth mode on; funding averaged -1.49% annualised over the last 30 days.
by sessionNew York time · medians over 106 days
| session | snaps | spread | p90 | top | depth ±10 | depth ±25 | depth ±50 | $5k | $25k | $100k | $100k fills | $250k fills |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US regular 9:30–16:00 | 4,830 | 2.25 | 4.34 | $689k | 2.52 | 3.75 | 99% | 72% | ||||
| US extended 4–9:30, 16–20 | 7,072 | 1.72 | 3.47 | $387k | 2.88 | 5.40 | 88% | 12% | ||||
| Overnight 20–4 | 4,867 | 1.72 | 3.46 | $397k | 2.81 | 5.27 | 91% | 9% | ||||
| Weekend / holiday | 9,149 | 1.62 | 3.11 | $164k | 3.70 | 5.84 | 34% | 1% |
bps unless stated · RTH 9:30–16:00 · extended 4:00–9:30 and 16:00–20:00 · overnight 20:00–4:00 on weekdays · weekend runs Friday 20:00 to Monday 4:00 and includes NYSE holidays · slip = mean of the buy and sell side of a market order walking the visible 20 levels · fills = share of snapshots the size fits inside those levels · "—" = not fillable in the median snapshot
slippage curve
hour of week
weekly · spread
weekly · depth ±25 bps
per round trip = 2 × median slippage + 2 × taker fee · funding uses the 30-day mean hourly rate, annualised, charged for a position held all day · slippage between tested sizes is interpolated on a log scale · ignores maker rebates, impact that persists after your fill, and fee tiers
25,918 snapshots · 2026-06-16 18:29 → 2026-09-30 18:23 UTC (106.0 days) · size decimals 3 · raw: /data/xyz/PLTR.json · method and caveats: methodology